+712.7%
TEL vs VMC
+194.9%
+517.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +4.5% | -1.3% | +5.8% | +5.1% |
| 30D | +2.9% | +15.5% | -12.6% | -3.5% |
| 3M | +1.1% | +0.6% | +0.6% | +0.5% |
| 6M | +5.0% | +2.1% | +2.9% | +3.4% |
| YTD | -3.9% | -1.6% | -2.3% | -4.2% |
| 1Y | -7.4% | -1.2% | -6.3% | -7.9% |
| 3Y | +81.0% | +35.3% | +45.7% | +54.6% |
| 5Y | +42.3% | +43.6% | -1.3% | +17.6% |
| 10Y | +284.8% | +126.7% | +158.1% | +146.7% |
| All | +712.7% | +194.9% | +517.8% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling